+59.6%
T vs SIMO
+214.6%
-155.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.0% | -0.6% |
| 7D | +1.0% | -22.0% | +23.0% | -0.5% |
| 30D | -10.6% | -43.0% | +32.4% | -13.3% |
| 3M | -7.7% | -39.1% | +31.4% | -9.9% |
| 6M | -13.3% | -33.3% | +20.0% | -14.6% |
| YTD | -8.8% | +77.0% | -85.7% | -5.7% |
| 1Y | -8.4% | +73.0% | -81.4% | -5.3% |
| 3Y | +59.6% | +215.7% | -156.1% | +66.6% |
| All | +59.6% | +214.6% | -155.0% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling